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US Treasuries

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Rate Day Week Month Year
20-Jul-17 19-Jul-17 13-Jul-17 20-Jun-17 20-Jul-16
Rate Rate Chg
(bps)
Rate Chg
(bps)
Rate Chg
(bps)
Rate Chg
(bps)
Secondary Market (annualized, 360 day)
4-Week 0.93% 0.92% +1 0.95% -2 0.83% +10 0.25% +68
3-Month 1.05% 1.05% - 1.03% +2 1.01% +4 0.32% +73
6-Month 1.09% 1.08% +1 1.12% -3 1.11% -2 0.43% +66
Adjusted to Constant Maturities
3-Month 1.07% 1.07% - 1.05% +2 1.03% +4 0.32% +75
6-Month 1.11% 1.10% +1 1.14% -3 1.13% -2 0.44% +67
1-Year 1.2250% 1.2200% +1 1.2090% +2 1.2430% -2 0.5498% +68
2-Year 1.3560% 1.3560% - 1.3670% -1 1.3560% - 0.7101% +65
3-Year 1.5130% 1.5210% -1 1.5620% -5 1.5030% +1 0.8483% +66
5-Year 1.8110% 1.8213% -1 1.8940% -8 1.7650% +5 1.1347% +68
7-Year 2.0630% 2.0820% -2 2.1600% -10 1.9780% +9 1.4058% +66
10-Year 2.2500% 2.2660% -2 2.3480% -10 2.1550% +9 1.5801% +67
20-Year 2.6100% 2.6500% -4 2.6900% -8 2.5200% +9 1.9000% +71
30-Year 2.8220% 2.8460% -2 2.9190% -10 2.7320% +9 2.2979% +52
 
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Week Month 1-Year 3-Year Yield Curve
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